+15.0%
FXI vs CP
+224.3%
-209.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | +0.3% | +0.1% | +0.3% | 0.0% |
| 6M | -4.6% | +7.8% | -12.4% | -8.0% |
| YTD | -9.1% | +22.9% | -31.9% | -17.1% |
| 1Y | -12.0% | +21.3% | -33.3% | -19.4% |
| 3Y | +38.6% | +20.4% | +18.3% | +25.3% |
| 5Y | -6.6% | +34.9% | -41.5% | -20.9% |
| 10Y | +15.0% | +233.3% | -218.3% | -37.6% |
| All | +15.0% | +224.3% | -209.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling